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Many tools exist to detect dependence between random variables, a core question across a wide range of machine learning, statistical, and scientific endeavors. Although several statistical tests guarantee eventual detection of any…

Machine Learning · Statistics 2026-03-23 Nathaniel Xu , Feng Liu , Danica J. Sutherland

We introduce the HSIC (Hilbert-Schmidt independence criterion) bottleneck for training deep neural networks. The HSIC bottleneck is an alternative to the conventional cross-entropy loss and backpropagation that has a number of distinct…

Machine Learning · Computer Science 2019-12-06 Wan-Duo Kurt Ma , J. P. Lewis , W. Bastiaan Kleijn

Measuring and testing the dependency between multiple random functions is often an important task in functional data analysis. In the literature, a model-based method relies on a model which is subject to the risk of model misspecification,…

Methodology · Statistics 2020-09-25 Rui Miao , Xiaoke Zhang , Raymond K. W. Wong

We introduce a framework for filtering features that employs the Hilbert-Schmidt Independence Criterion (HSIC) as a measure of dependence between the features and the labels. The key idea is that good features should maximise such…

Machine Learning · Computer Science 2007-05-23 Le Song , Alex Smola , Arthur Gretton , Karsten Borgwardt , Justin Bedo

Evaluation of statistical dependencies between two data samples is a basic problem of data science/machine learning, and HSIC (Hilbert-Schmidt Information Criterion)~\cite{HSIC} is considered the state-of-art method. However, for size $n$…

Machine Learning · Computer Science 2025-09-03 Jarek Duda , Jagoda Bracha , Adrian Przybysz

Kernel dependence measures yield accurate estimates of nonlinear relations between random variables, and they are also endorsed with solid theoretical properties and convergence rates. Besides, the empirical estimates are easy to compute in…

Machine Learning · Statistics 2016-11-03 Adrián Pérez-Suay , Gustau Camps-Valls

We develop a Hilbert--Schmidt independence criterion (HSIC)-based framework for testing serial independence in strictly stationary time series. The proposed auto Hilbert--Schmidt independence criterion (AutoHSIC) measures dependence between…

Methodology · Statistics 2026-05-22 Muyi Li , Yuqing Xu , Zhou Zhou

We investigate the problem of testing whether $d$ random variables, which may or may not be continuous, are jointly (or mutually) independent. Our method builds on ideas of the two variable Hilbert-Schmidt independence criterion (HSIC) but…

Statistics Theory · Mathematics 2016-11-07 Niklas Pfister , Peter Bühlmann , Bernhard Schölkopf , Jonas Peters

Kernel techniques are among the most popular and powerful approaches of data science. Among the key features that make kernels ubiquitous are (i) the number of domains they have been designed for, (ii) the Hilbert structure of the function…

Machine Learning · Statistics 2025-03-18 Florian Kalinke , Zoltán Szabó

We investigate the use of a non-parametric independence measure, the Hilbert-Schmidt Independence Criterion (HSIC), as a loss-function for learning robust regression and classification models. This loss-function encourages learning models…

Machine Learning · Computer Science 2020-07-14 Daniel Greenfeld , Uri Shalit

This work investigates the problem of testing whether $d$ functional random variables are jointly independent using a modified estimator of the $d$-variable Hilbert Schmidt Indepedence Criterion ($d$HSIC) which generalizes HSIC for the case…

Statistics Theory · Mathematics 2022-08-16 Terence Kevin Manfoumbi Djonguet , Guy Martial Nkiet

A new non parametric approach to the problem of testing the independence of two random process is developed. The test statistic is the Hilbert Schmidt Independence Criterion (HSIC), which was used previously in testing independence for…

Machine Learning · Statistics 2014-06-18 Kacper Chwialkowski , Arthur Gretton

Testing the dependency between two random variables is an important inference problem in statistics since many statistical procedures rely on the assumption that the two samples are independent. To test whether two samples are independent,…

Methodology · Statistics 2023-01-04 Jin-Ting Zhang , Tianming Zhu

This paper presents a new efficient black-box attribution method based on Hilbert-Schmidt Independence Criterion (HSIC), a dependence measure based on Reproducing Kernel Hilbert Spaces (RKHS). HSIC measures the dependence between regions of…

Computer Vision and Pattern Recognition · Computer Science 2022-09-28 Paul Novello , Thomas Fel , David Vigouroux

A statistical test of independence may be constructed using the Hilbert-Schmidt Independence Criterion (HSIC) as a test statistic. The HSIC is defined as the distance between the embedding of the joint distribution, and the embedding of the…

Machine Learning · Statistics 2015-01-27 Arthur Gretton

This article proposes a new method to estimate an existing mutual information based dependence measure using histogram density estimates. Finding a suitable bin length for histogram is an open problem. We propose a new way of computing the…

Information Theory · Computer Science 2015-09-15 Namita Jain , C. A. Murthy

A simple and intuitive method for feature selection consists of choosing the feature subset that maximizes a nonparametric measure of dependence between the response and the features. A popular proposal from the literature uses the…

Machine Learning · Statistics 2024-06-12 Keli Liu , Feng Ruan

Modeling users' dynamic preferences from historical behaviors lies at the core of modern recommender systems. Due to the diverse nature of user interests, recent advances propose the multi-interest networks to encode historical behaviors…

Information Retrieval · Computer Science 2022-07-19 Zhaocheng Liu , Yingtao Luo , Di Zeng , Qiang Liu , Daqing Chang , Dongying Kong , Zhi Chen

Dependence measures based on reproducing kernel Hilbert spaces, also known as Hilbert-Schmidt Independence Criterion and denoted HSIC, are widely used to statistically decide whether or not two random vectors are dependent. Recently,…

Statistics Theory · Mathematics 2021-01-13 Mélisande Albert , Béatrice Laurent , Amandine Marrel , Anouar Meynaoui

We describe a novel non-parametric statistical hypothesis test of relative dependence between a source variable and two candidate target variables. Such a test enables us to determine whether one source variable is significantly more…

Machine Learning · Statistics 2015-05-28 Wacha Bounliphone , Arthur Gretton , Arthur Tenenhaus , Matthew Blaschko
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